Browsing by Subject CVaR-based portfolio
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
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2016 | A large CVaR-based portfolio selection model with weight constraints | Xu, Q; Zhou, Y; Jiang, C; Yu, K; Niu, X |
Issue Date | Title | Author(s) |
---|---|---|
2016 | A large CVaR-based portfolio selection model with weight constraints | Xu, Q; Zhou, Y; Jiang, C; Yu, K; Niu, X |